I am looking for historical data of different companies. I am using Yahoo Finance to acquire data and plot them in candlestick chart using matlab software. However i have noticed that yahoo finance only provides some data. For example data from 2014-03-03 - we have every day's worth of data (2014-03-03, 2014-03-04, 2014-03-05, 2014-03-06, 2014-03-07). After 2014-03-07 it jumps to 2014-03-10 what about 2014-03-08 and 2014-03-09?
This is my sql query of Nestl:
http://ichart.yahoo.com/table.csv?s=NSRGY&a=0&b=1&c=2008&d=0&e=31&n=2014&g=d&ignore=.csv
There is no trading on Saturdays and Sundays (i.e. 2014-03-08 and 2014-03-09)
Related
I have created a Google Form that is being used daily by multiple people. The data that is being collected goes into google sheets automatically. Is there a way to set up a formula so that the data that is received daily automatedly hides the rows once the day is over? For example I have 10 rows of data that came in on 10/29. Tomorrow 10/30 there will be another 10 entries of different information. I would like the 10/29 data to hide those rows automatically and keep 10/30 date until the next day.. I hope that makes sense.
Thanks
(originally asked in bitcoin.stackexchange but didn't get much traction there ... )
I'm noticing that the Bittrex API (both v1.1 and v2.0) have a 3 to 4 minute delay when getting data, i.e. GetLatestTick: https://bittrex.com/api/v2.0/pub/market/GetLatestTick?marketName=BTC-NEO&tickInterval=hour
So if you make a request say at 8:00PM, it will not bring the 7:00 to 8:00PM candle (OHLC) data until 8:03PM, some times 8:04PM ...
I thought about constructing my own candles querying the API every few seconds with /getticker - but for a few cryptos it will get lengthy and might get banned for the amount of requests per second ...
Contacted Bittrex, but never had a response back.
Anyone knows any other method to get candle data sooner?
Thanks!
ClueDex is what I'm using to get up to the second candle OHLCV data. They claim to be between 2 and four minutes faster than the Bittrex API. That matters a lot when you're trying to integrate the data into a trading platform or create a high frequency trading bot, particularly with the Parabolic SAR metric, which is a high confidence trading signal.
Try Enigmas Catalyst - you get minute data from Bitfinex, Bittrex and Poloniex for backtesting and livetrading
https://enigma.co/
I'm querying GA Report API v4 to get some metrics for AdWords Keywords.
As dimension I use:
ga:keyword
As metrics I use:
ga:adClicks,
ga:adCost,
ga:CPC,
ga:sessions,
ga:bounceRate,
ga:pageviewsPerSession,
ga:goalConversionRateAll,
ga:transactions,
ga:transactionRevenue
When I compare results pulled from API with results that I'm getting by Google Analytics UI, I found out that certain metrics in some Keywords has tiny differences.
Also when I tried GA API v3 I had same result.
What is the reason?
Why some returned metrics for Keywords are fully identical to results in UI, but certain not?
I tried various date ranges: 1 day, week, month but in all cases I got some tiny differences in some metrics of certain Keywords.
Here is screenshot with example of differences in metrics how it looks like:
In red color means the difference, green color - means that values are identical
Problem: The reason for the discrepancy is that you are calling two different reports.
Report 1) UI Report.
As you have seen, this report is made up of two parts the first being Clicks, Cost, and CPC which are from the Google AdWords API, and the other metrics (sessions, bounce, etc.) which is from Google Analytics.
Because you are going into AdWords > Keywords, you are actually setting a filter to select only AdWords traffic.
Report 2) Custom Report.
This report is pulling the keywords dimension without any filters. This means that the report will also have data for organic keywords, and any UTM_term parameters set.
Because sessions from organic keywords have no AdWords data, the first three columns will be the same, however the Google Analytics specific columns will show variation in the metrics.
Solution:
To get your reports the same, you need to add a filter to your API request, such as ga:adwordsCustomerID or ga:source=google & ga:medium=cpc.
Yahoo does not seem to be using historical close prices nor are they using historical Adjusted close prices for their charts. For example, if you look at PCG on July 3, 1980, the data looks like this (close of 5.34):
Date,Open,High,Low,Close,Volume,Adj Close
1980-07-03,5.34,5.34,5.31,5.34,99200,0.04
However, on the interactive chart, Yahoo shows this price on July 3, 1980:
2.6695
On Google's chart, it shows 12.188 for that date. It is also missing some dates.
What is going on? I am beginning to doubt the integrity of stock charts.
Does anyone know what source data Yahoo (or Google) uses for their stock charts?
I recommend http://eoddata.com, very good source of data.
I would like to get averages values from Yahoo!'s stock feed.
In my example, I used:
http://finance.yahoo.com/d/quotes.csv?s=ANZ.AX&f=spm3m4
As of writing, the m3 (50SMA) is 20.8167, and m4 (200SMA) is 20.7455. This does not seem to match the chart in any timeframe (1D to 5Y).
Why am I getting wrong figures?
First a big caveat: These Yahoo Finance CSV feeds are not an official API and you would probably not want to build a real app using them.
If you want to figure out the data sources used by Yahoo Finance you can watch the dynamic HTTP calls as you make changes to the chart. Using Firebug, I watched as I added the 50 & 200 day moving averages to the chart and found these files being fetched:
http://chartapi.finance.yahoo.com/instrument/1.0/goog/chartdata;type=sma;ys=2010;yz=2;ts=1234567890/csv?period=50
http://chartapi.finance.yahoo.com/instrument/1.0/goog/chartdata;type=sma;ys=2010;yz=2;ts=1234567890/csv?period=200
The files have the moving averages for each day (or x-axis point) on the chart.